Dependence Measures for Extreme Value Analyses

[1]  Janet E. Heffernan.  A Directory of Coefficients of Tail Dependence , 2000 .

[2]  Jonathan A. Tawn,et al.  The multivariate Gaussian tail model: an application to oceanographic data , 2000 .

[3]  Liang Peng.  Estimation of the coefficient of tail dependence in bivariate extremes , 1999 .

[4]  J. Tawn,et al.  Extremal analysis of short series with outliers: sea‐levels and athletics records , 1999 .

[5]  Jonathan A. Tawn,et al.  Models for the extremes of Markov chains , 1998 .

[6]  R. Nelsen.  An Introduction to Copulas , 1998 .

[7]  H. Joe.  Multivariate models and dependence concepts , 1998 .

[8]  Seokhoon Yun,et al.  The extremal index of a higher-order stationary Markov chain , 1998 .

[9]  Jonathan A. Tawn,et al.  Concomitant tail behaviour for extremes , 1998, Advances in Applied Probability.

[10]  Laurens de Haan,et al.  Sea and Wind: Multivariate Extremes at Work , 1998 .

[11]  Christian Genest,et al.  A nonparametric estimation procedure for bivariate extreme value copulas , 1997 .

[12]  Richard L. Smith,et al.  Markov chain models for threshold exceedances , 1997 .

[13]  Jonathan A. Tawn,et al.  Modelling Dependence within Joint Tail Regions , 1997 .

[14]  Jonathan A. Tawn,et al.  A Bayesian Analysis of Extreme Rainfall Data , 1996 .

[15]  A. Ledford,et al.  Statistics for near independence in multivariate extreme values , 1996 .

[16]  L. de Haan,et al.  Estimating the spectral measure of an extreme value distribution , 1997 .

[17]  S. Nandagopalan.  ON THE MULTIVARIATE EXTREMAL INDEX , 1994 .

[18]  H. Joe.  Multivariate extreme‐value distributions with applications to environmental data , 1994 .

[19]  S. Coles,et al.  Statistical Methods for Multivariate Extremes: An Application to Structural Design , 1994 .

[20]  Richard L. Smith,et al.  Multivariate Threshold Methods , 1994 .

[21]  Harry Joe,et al.  Bivariate Threshold Methods for Extremes , 1992 .

[22]  Richard L. Smith,et al.  Joint versus marginal estimation for bivariate extremes , 1992 .

[23]  K. Weintraub.  Sample and Ergodic Properties of Some Min-Stable Processes , 1991 .

[24]  S. Coles,et al.  Modelling Extreme Multivariate Events , 1991 .

[25]  Richard L. Smith,et al.  Models for exceedances over high thresholds , 1990 .

[26]  Harry Joe,et al.  Families of min-stable multivariate exponential and multivariate extreme value distributions , 1990 .

[27]  L. Haan,et al.  A moment estimator for the index of an extreme-value distribution , 1989 .

[28]  Jonathan A. Tawn,et al.  Bivariate extreme value theory: Models and estimation , 1988 .

[29]  K. V. Mardia,et al.  Asymptotic Independence of Bivariate Extremes , 1964 .

[30]  Masaaki Sibuya,et al.  Bivariate extreme statistics, I , 1960 .